+208.5%
SCHW vs PENG
+751.0%
-542.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.6% | +7.3% | -8.9% | -2.6% |
| 30D | -1.1% | -7.5% | +6.4% | -0.2% |
| 3M | +20.4% | -17.2% | +37.6% | +20.3% |
| 6M | +13.6% | +176.7% | -163.1% | -9.3% |
| YTD | +7.7% | +161.0% | -153.3% | -13.5% |
| 1Y | +15.2% | +108.8% | -93.6% | -4.7% |
| 3Y | +87.1% | +109.8% | -22.6% | +43.5% |
| 5Y | +57.5% | +111.7% | -54.3% | +16.1% |
| All | +208.5% | +751.0% | -542.5% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling